+51.4%
FE vs WPM
+214.5%
-163.1%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.1% |
| 7D | +1.2% | -3.6% | +4.8% | +1.4% |
| 30D | +4.5% | +1.4% | +3.1% | +4.3% |
| 3M | +1.3% | -0.2% | +1.5% | +1.1% |
| 6M | +8.7% | -7.3% | +16.0% | +9.0% |
| YTD | +9.2% | +12.3% | -3.1% | +6.7% |
| 1Y | +7.0% | +24.9% | -17.9% | +3.1% |
| 3Y | +51.4% | +210.4% | -159.0% | +22.4% |
| All | +51.4% | +214.5% | -163.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling